* porting lmdif1 to eigen

* qtf was missing in lmdif signature (this is an output of the method)

unsupported/Eigen/NonLinear

@@ -130,7 +130,6 @@ Scalar ei_enorm ( int n, const Scalar *x ){
 #include "src/NonLinear/lmder.h"
 #include "src/NonLinear/hybrd.h"
 #include "src/NonLinear/lmstr.h"
-#include "src/NonLinear/lmdif1.h"
 #include "src/NonLinear/lmdif.h"
 #include "src/NonLinear/hybrj.h"
 #include "src/NonLinear/chkder.h"
@@ -139,6 +138,7 @@ Scalar ei_enorm ( int n, const Scalar *x ){
 #include "src/NonLinear/lmstr1.h"
 #include "src/NonLinear/hybrd1.h"
 #include "src/NonLinear/hybrj1.h"
+#include "src/NonLinear/lmdif1.h"
 
 //@}
 

unsupported/Eigen/src/NonLinear/MathFunctions.h

@@ -209,6 +209,7 @@ int ei_lmdif(
         int &nfev,
         Matrix< Scalar, Dynamic, Dynamic > &fjac,
         VectorXi &ipvt,
+        Matrix< Scalar, Dynamic, 1 >  &qtf,
         Matrix< Scalar, Dynamic, 1 >  &diag,
         int mode=1,
         Scalar factor = 100.,
@@ -221,7 +222,6 @@ int ei_lmdif(
         )
 {
     Matrix< Scalar, Dynamic, 1 >
-        qtf(x.size()),
         wa1(x.size()), wa2(x.size()), wa3(x.size()),
         wa4(fvec.size());
     int ldfjac = fvec.size();
@@ -229,6 +229,7 @@ int ei_lmdif(
     ipvt.resize(x.size());
     fjac.resize(ldfjac, x.size());
     diag.resize(x.size());
+    qtf.resize(x.size());
     return lmdif_template<Scalar> (
             Functor::f, 0,
             fvec.size(), x.size(), x.data(), fvec.data(),
@@ -246,30 +247,6 @@ int ei_lmdif(
     );
 }
 
-template<typename Functor, typename Scalar>
-int ei_lmdif1(
-        Matrix< Scalar, Dynamic, 1 >  &x,
-        Matrix< Scalar, Dynamic, 1 >  &fvec,
-        Scalar tol = ei_sqrt(epsilon<Scalar>())
-        )
-{
-    int n = x.size();
-    int ldfjac = fvec.size();
-    int lwa = ldfjac*n+5*n+ldfjac;
-    VectorXi iwa(n);
-    Matrix< Scalar, Dynamic, 1 > wa(lwa);
-    Matrix< Scalar, Dynamic, Dynamic > fjac(ldfjac, n);
-
-    wa.resize(lwa);
-    return lmdif1_template<Scalar> (
-            Functor::f, 0,
-            fvec.size(), n, x.data(), fvec.data(),
-            tol,
-            iwa.data(),
-            wa.data(), lwa
-    );
-}
-
 template<typename Scalar>
 void ei_chkder(
         Matrix< Scalar, Dynamic, 1 >  &x,

unsupported/Eigen/src/NonLinear/lmdif1.h

@@ -1,56 +1,32 @@
 
-template<typename Scalar>
-int lmdif1_template(minpack_func_mn fcn, void *p, int m, int n, Scalar *x, 
-	Scalar *fvec, Scalar tol, int *iwa, 
-	Scalar *wa, int lwa)
+template<typename Functor, typename Scalar>
+int ei_lmdif1(
+        Matrix< Scalar, Dynamic, 1 >  &x,
+        Matrix< Scalar, Dynamic, 1 >  &fvec,
+        Scalar tol = ei_sqrt(epsilon<Scalar>())
+        )
 {
-    /* Initialized data */
+    const int n = x.size(), m=fvec.size();
+    int info, nfev;
+    Matrix< Scalar, Dynamic, Dynamic > fjac(m, n);
+    Matrix< Scalar, Dynamic, 1> diag, qtf;
+    VectorXi ipvt;
 
-    const Scalar factor = 100.;
-
-    int mp5n, mode, nfev;
-    Scalar ftol, gtol, xtol;
-    Scalar epsfcn;
-    int maxfev, nprint;
-    int info;
-
-    /* Parameter adjustments */
-    --fvec;
-    --iwa;
-    --x;
-    --wa;
-
-    /* Function Body */
-    info = 0;
-
-/*     check the input parameters for errors. */
-
-    if (n <= 0 || m < n || tol < 0. || lwa < m * n + n * 5 + m) {
-	/* goto L10; */
-        return info;
+    /* check the input parameters for errors. */
+    if (n <= 0 || m < n || tol < 0.) {
+        printf("ei_lmder1 bad args : m,n,tol,...");
+        return 0;
     }
 
-/*     call lmdif. */
-
-    maxfev = (n + 1) * 200;
-    ftol = tol;
-    xtol = tol;
-    gtol = 0.;
-    epsfcn = 0.;
-    mode = 1;
-    nprint = 0;
-    mp5n = m + n * 5;
-    info = lmdif(fcn, p, m, n, &x[1], &fvec[1], ftol, xtol, gtol, maxfev,
-	    epsfcn, &wa[1], mode, factor, nprint, &nfev, &wa[mp5n + 
-	    1], m, &iwa[1], &wa[n + 1], &wa[(n << 1) + 1], &wa[n * 3 + 1], 
-	    &wa[(n << 2) + 1], &wa[n * 5 + 1]);
-    if (info == 8) {
-	info = 4;
-    }
-/* L10: */
-    return info;
-
-/*     last card of subroutine lmdif1. */
-
-} /* lmdif1_ */
+    info = ei_lmdif<Functor,Scalar>(
+        x, fvec,
+        nfev,
+        fjac, ipvt, qtf, diag,
+        1,
+        100.,
+        (n+1)*200,
+        tol, tol, Scalar(0.), Scalar(0.)
+    );
+    return (info==8)?4:info;
+}
 

unsupported/test/NonLinear.cpp

@@ -734,7 +734,7 @@ void testLmdif()
   const int m=15, n=3;
   int info, nfev;
   double fnorm, covfac, covar_ftol;
-  VectorXd x(n), fvec(m), diag(n);
+  VectorXd x(n), fvec(m), diag(n), qtf;
   MatrixXd fjac;
   VectorXi ipvt;
 
@@ -742,7 +742,7 @@ void testLmdif()
   x.setConstant(n, 1.);
 
   // do the computation
-  info = ei_lmdif<lmdif_functor, double>(x, fvec, nfev, fjac, ipvt, diag);
+  info = ei_lmdif<lmdif_functor, double>(x, fvec, nfev, fjac, ipvt, qtf, diag);
 
   // check return values
   VERIFY( 1 == info);